Import from CAD System
The best solution I have found is .FBX.  Tried a lot of others including OBJ but settled on this.

In my case, SolidWorks files opened in Rhino, saved as .FBX, import that into Blender.

There are lots of export options when saving to .FBX in Rhino, had to set Maximum Angle to 2.0 (instead of 1.0) in order to get the rounded surfaces to appear round, and not jagged.